Complete convergence and complete integral convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations

Abstract

In this work, we work on the complete convergence and complete integral convergence for weighted sums for arrays of row-wise widely negative dependent random variables under sub-linear expectation space, promoting the corresponding results from conventional probability space to sub-linear expectation space. This result extends the corresponding outcome obtained by Liang and Wu (2019).

Keywords:

• Complete convergence
• complete integral convergence
• sub-linear expectation
• widely negative dependent random variables
• weighted sum

2000 MSC:

• 60F15

Disclosure statement

All authors declare no competing interests in this paper.

Additional information

Funding

This paper was supported by the National Natural Science Foundation of China (12061028) and Guangxi Colleges and Universities Key Laboratory of Applied Statistics.